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35 views37 pages

Lecture Slides#7

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Öabt Hocası
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MAT3027

PROBABILITY AND RANDOM


VARIABLES
WEEK #9
SPECIAL CONTINUOUS
RANDOM VARIABLES
Uniform Distribution

The density function forms a rectangle with base B−A and constant
height 1 / (B−A).
As a result, the uniform distribution is also called the rectangular
distribution.
Uniform Distribution
• Example:
Uniform Distribution
• Solution:
Gamma Distribution
• The gamma distribution derives its name from the well-known
gamma function.
Gamma Distribution
Gamma Distribution
Gamma Distribution
• For certain specified values of the parameters α and β.
Gamma Distribution

• The special case of gamma distribution for which α = 1 is called the


exponential distribution.

• The exponential and gamma distributions play an important role in both


queuing theory and reliability problems.

• Time between arrivals at service facilities and time to failure of component


parts and electrical systems often are nicely modeled by the exponential
distribution.
Exponential Distribution
Relationship with Poisson Process
• Recall that the Poisson distribution is used to compute the probability of
specific numbers of “events” during a particular period of time or span of
space.

• The Poisson distribution has a single-parameter λ, where λ may be


interpreted as the mean number of events per unit “time.”

• Consider now the random variable X described by the time required for the
first Poisson event to occur.
Relationship with Poisson Process

• The probability that the length of time until the first event will exceed
x is the same as the probability that no Poisson events will occur in x.

• The probability of no events occurring in the span up to time t is given


by

• The probability that the length of time until the first event will exceed
x is the same as the probability that no Poisson events will occur in x.
Relationship with Poisson Process
• Thus, the cumulative distribution function for X is given by

• We differentiate the cumulative distribution function above to obtain the density

which is the density function of the exponential distribution with

λ = 1/β.

Notice that the mean of the exponential distribution is the parameter β, the
reciprocal of the parameter in the Poisson distribution.
Memoryless Property of Exponential
Distribution
• The types of applications of the exponential distribution in reliability and
component or machine lifetime problems are influenced by the
memoryless (or lack-ofmemory) property of the exponential distribution.

• For example, in the case of an electronic component where lifetime has an


exponential distribution, the probability that the component lasts, say, t
hours, that is, P(X ≥ t), is the same as the conditional probability
Gamma Distribution
• Example:
Gamma Distribution
• Solution:
Exponential Distribution
• Example:
Exponential Distribution
• Solution:
Normal Distribution

• One of the most important continuous probability distribution is the


normal distribution.

• Physical measurements in areas such as meteorological experiments,


rainfall studies, and measurements of manufactured parts are often
more than adequately explained with a normal distribution.
• The normal distribution is often referred to as the Gaussian
distribution.
Normal Distribution
Normal Distribution

• A continuous random variable X having the bell-shaped distribution.


Normal Distribution

• Properties of Normal Curve:


Normal Distribution
Normal Distribution
Normal Distribution
Areas Under Normal Curve
Standard Normal Distribution

A normal random variable Z with mean 0 and variance 1.


Standard Normal Distribution
Normal Distribution
• Example:
Normal Distribution
• Solution:
• The area to the right of z = 1.84 is equal to 1 minus the area to the
left of z = 1.84, namely, 1 − 0.9671 = 0.0329.

• The area between z = −1.97 and z = 0.86 is equal to the area to the
left of z = 0.86 minus the area to the left of z = −1.97. We find the
desired area to be 0.8051 − 0.0244 = 0.7807.
Normal Distribution
• Example:
Normal Distribution
• Solution:
Normal Distribution
• Example:
The average grade for an exam is 74, and the standard deviation is 7. If
12% of the class is given As, and the grades are curved to follow a
normal distribution, what is the lowest possible A and the highest
possible B?
Normal Distribution
• Solution:

We require a z value that leaves 0.12 of the area to the right and,
hence, an area of 0.88 to the left. From normal table, P(Z < 1.18) has
the closest value to 0.88, so the desired z value is 1.18.
Hence, x = (7)(1.18) + 74 = 82.26.
Therefore, the lowest A is 83 and the highest B is 82.
References

• Introduction to Probability Models, 10th ed. Sheldon M. Ross—CH #2

• Probability and Statistics for Engineers and Scientist - 9th Edition by


Walpole, Mayers, Ye.--CH#3 & CH#6

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